+125.2%
CLF vs SONY
+285.5%
-160.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.4% |
| 7D | -2.7% | -4.9% | +2.3% | +0.2% |
| 30D | -3.2% | -1.6% | -1.6% | -2.6% |
| 3M | -5.0% | +10.0% | -14.9% | -11.5% |
| 6M | +26.6% | +8.4% | +18.2% | +18.4% |
| YTD | -9.0% | -8.4% | -0.5% | -6.0% |
| 1Y | +11.8% | -18.4% | +30.2% | +23.6% |
| 3Y | -15.1% | +41.0% | -56.1% | -34.5% |
| 5Y | -48.2% | +9.3% | -57.5% | -53.9% |
| All | +125.2% | +285.5% | -160.3% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SONY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling